-20.8%
CLF vs SGI
+66.8%
-87.7%
-74.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -3.0% | +2.5% | +0.8% |
| 7D | +16.0% | -10.7% | +26.7% | +21.4% |
| 30D | +1.6% | -3.6% | +5.2% | +1.8% |
| 3M | +6.7% | -5.4% | +12.1% | +7.5% |
| 6M | +21.1% | -7.0% | +28.2% | +22.6% |
| YTD | -1.6% | -31.6% | +30.0% | +14.1% |
| 1Y | +18.5% | -33.5% | +52.0% | +39.2% |
| All | -20.8% | +66.8% | -87.7% | -39.3% |
Cumulative growth
Daily Returns
Daily percentage return beside SGI.
Daily Out/Under-Performance
Portfolio return minus SGI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SGI return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 3y: compounded portfolio wealth divided by compounded SGI wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
3y analysis · Full analysis span regression · 6 months rolling